Re: st: Importing a variable from another STATA file and an "xtregar" question

Re: st: Importing a variable from another STATA file and an "xtregar" question

Date

Tue, 7 Jun 2011 11:18:56 -0400

On Tue, Jun 7, 2011 at 10:45 AM, Jason Hecht <jhecht58@gmail.com> wrote:
> Any help with the following questions would be greatly appreciated:
>
> 1. I created a smaller panel STATA datafile from a larger panel
> datafile by discarding unneeded variables. I now want to bring in a
> single variable from the larger datafile into the smaller panel
> datafile. Is there an easy way to do this.
>
At the point you are, you probably need to merge it back in (see -help
merge-). Better would have been if you had written the code that
produces your reduced data set as part of your do-file. In that case,
you could simply go back to that section in your do-file, add the
variable name, and run the do-file again.
>
> 2. I am running the following model:
>
> xtregar capexppenet salesppenet if totalassets>1000, re rhotype(theil) twostep
>
> However, instead of using "totalassets>1000," I now want to run the
> model on the upper 5% of the distribution of total assets.
>
> Is there an easy way to do this in the above model estimation code?
>
One possibility would be to summarize "totalassets" and then either
put in the saved results directly:
sum totalassets, d
xtregar capexppenet salesppenet if totalassets> r(p95), re
rhotype(theil) twostep
or you could save the summarize result in a scalar, for example:
sum totalassets, d
scalar assets_p95=r(p95)
xtregar capexppenet salesppenet if totalassets>assets_p95, re
rhotype(theil) twostep
which would be useful if you want to use it again with other stuff
being done in-between.
(All of that is assuming there are no missing values in "totalassets".
If there are MVs, just take that into account, too))
J.
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